I tried this last year after seeing something similar on Pinterest. It was not as easy as it looked and it took much longer than anticipated. In the larger one, I used pages from Azure Magazine. The paper was very thick and hard to curl, but the colors were lovely and the thicker paper gave it heft. I made another with Nevada maps for a friend. The map was more pliable.

I used:
stick glue on paper when rolling
pair of needle-nose pliers to roll the paper consistently
glue gun to adhere to board
paper was cut in strips one inch wide and folded in half